I haven't got time to go into huge detail but i have a some point used all 3 loaders, cfg had always been my preferred until a little while ago, i now use usb loader gx because it incorporates all Wii, Gc, VC, and wiiware all in to one with the greatest of ease, it has a great gui that looks like the wii homescreen too.

I agree with Pob3008, I prefer Usb Loader GX due to the ease of use if you want to play Wii games, VC, GC and wiiware. Best thing you can do is try those loaders 1 by 1 and see which one you prefer the most...

All 3 loaders basically load the same exact games. I use USB Loader GX and I love it because its UI looks amazing. To be honest, USB Loader GX doesn't look like a "hack", it actually looks like a channel Nintendo would develop because its UI looks very professional. I especially love that when you select the game, the game's banner animation starts to play exactly as if it were a disc starting from the disc channel.